Funny, I tried the same with the ribs. No wrap just smoked the ever living $hit out of them...Double smoked ham. Put it on the smoke setting and let it go. Never got above 160.
I also used the AmazN pellet tube with apple wood chips and pellets. My daughter said the ham was too smokey but the rest of us thought it was good. Never had a complaint before on too much smoke from a pellet smoker!